HIMIPref™ Preferred Indices : August 2002

All indices were assigned a value of 1000.0 as of December 31, 1993.

HIMI Index Values 2002-8-30
Index Closing Value (Total Return) Issues Mean Credit Quality Median YTW Median DTW Median Daily Trading Mean Current Yield
Ratchet 1,365.9 3 2.00 4.45% 16.6 209M 4.56%
FixedFloater 1,922.5 8 2.00 4.17% 16.3 134M 5.72%
Floater 1,512.6 4 1.74 3.85% 16.0 69M 4.35%
OpRet 1,574.6 29 1.24 4.01% 2.3 65M 5.56%
SplitShare 1,529.9 10 1.70 4.70% 2.0 52M 5.72%
Interest-Bearing 1,859.3 11 2.00 6.95% 2.0 137M 7.77%
Perpetual-Premium 1,202.4 10 1.50 5.48% 6.6 178M 5.66%
Perpetual-Discount 1,371.8 11 1.54 5.62% 14.3 174M 5.68%

Index Constitution, 2002-08-30, Pre-rebalancing

Index Constitution, 2002-08-30, Post-rebalancing

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